-23.6%
RKT vs ALB
+60.5%
-84.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.5% |
| 7D | +6.0% | -4.4% | +10.4% | +7.2% |
| 30D | +0.7% | -1.2% | +1.8% | +0.6% |
| 3M | +11.8% | -13.3% | +25.1% | +15.2% |
| 6M | -7.6% | -19.8% | +12.1% | -3.9% |
| YTD | -28.7% | -7.9% | -20.7% | -29.3% |
| 1Y | -32.6% | +60.2% | -92.7% | -44.0% |
| 3Y | +42.1% | -26.4% | +68.5% | +42.7% |
| 5Y | -7.2% | -42.5% | +35.4% | -2.4% |
| All | -23.6% | +60.5% | -84.1% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling